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Technical note
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Reference no. UVA-F-1443
Subject category: Finance, Accounting and Control
Authors: Michael J Schill (Darden School of Business, University of Virginia)
Published by: Darden Business Publishing
Originally published in: 2004
Version: 27 September 2012
Revision date: 2-Aug-2017
Length: 6 pages
Data source: Published sources
Topics: Futures; Stock index; Currency; Valuation; Finance: Financial analysis; Finance: Financial derivatives; Finance: financial forecasting; Finance: financial options & derivatives; Finance: Valuation
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Abstract

Options on stock indexes, currencies, and futures all have something in common. In each of those cases, the holder of the option does not get the same thing that the holder of the underlying asset gets. This affects the value of the option. In this note, we cover the valuation implications of this for options on stock indexes, currencies, and futures.
Industry:
Banking, finance, insurance
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Abstract

Options on stock indexes, currencies, and futures all have something in common. In each of those cases, the holder of the option does not get the same thing that the holder of the underlying asset gets. This affects the value of the option. In this note, we cover the valuation implications of this for options on stock indexes, currencies, and futures.

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Industry:
Banking, finance, insurance

Related

Sorry, this product has no related items.